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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 98–102 (Mi thsp188)  
Diffusion approximation algorithms in merging phase space

Vladimir Koroliuka, Nikolaos Limniosb

a Institute of Mathematics, Kyiv, Ukraine
b University of Technology of Compiegne, France
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Abstract: Diffusion approximation algorithms for stochastic systems in split and merging phase space are represented in servey form. The main mathematical tools of such algorithms are described in our book “Stochastic Systems in Merging Phase Space” (World Scientific Publishing, 2005).
Keywords: Stochastic processes, normal distribution,...
Bibliographic databases:
Document Type: Article
MSC: 60K15
Language: English
Citation: Vladimir Koroliuk, Nikolaos Limnios, “Diffusion approximation algorithms in merging phase space”, Theory Stoch. Process., 13(29):1 (2007), 98–102
Citation in format AMSBIB
\Bibitem{KorLim07}
\by Vladimir~Koroliuk, Nikolaos~Limnios
\paper Diffusion approximation algorithms in
merging phase space
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 98--102
\mathnet{http://mi.mathnet.ru/thsp188}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2343814}
\zmath{https://zbmath.org/?q=an:1142.60395}
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